+837.0%
APO vs IAG
+384.2%
+452.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.8% | -1.0% |
| 7D | +3.5% | -2.1% | +5.5% | +3.6% |
| 30D | +4.4% | -6.2% | +10.5% | +4.6% |
| 3M | -12.1% | -5.1% | -6.9% | -12.0% |
| 6M | -7.2% | -10.0% | +2.7% | -7.1% |
| YTD | -15.1% | +3.9% | -19.1% | -16.5% |
| 1Y | -7.7% | +18.9% | -26.5% | -10.0% |
| 3Y | +49.6% | +651.8% | -602.2% | +27.1% |
| 5Y | +78.3% | +416.3% | -338.0% | +48.5% |
| All | +837.0% | +384.2% | +452.8% | +685.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling